Yes , when they’re specced correctly. A roll-up door with properly insulated slats and fully sealed guides, head, and hood can perform well in cold conditions. However, air leakage around an improperly sealed assembly will completely void the insulation’s thermal performance , no matter how high the stated R-value. In short, an insulated roll-up door works in a Canadian winter. A poorly sealed one will cost you every month in heating bills. Spec and installation matter as much as the door itself.